CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 30-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2008 |
30-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9673 |
1.9610 |
-0.0063 |
-0.3% |
1.9791 |
| High |
1.9705 |
1.9836 |
0.0131 |
0.7% |
1.9935 |
| Low |
1.9605 |
1.9585 |
-0.0020 |
-0.1% |
1.9615 |
| Close |
1.9613 |
1.9829 |
0.0216 |
1.1% |
1.9749 |
| Range |
0.0100 |
0.0251 |
0.0151 |
151.0% |
0.0320 |
| ATR |
0.0152 |
0.0160 |
0.0007 |
4.6% |
0.0000 |
| Volume |
69,933 |
116,929 |
46,996 |
67.2% |
467,704 |
|
| Daily Pivots for day following 30-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0503 |
2.0417 |
1.9967 |
|
| R3 |
2.0252 |
2.0166 |
1.9898 |
|
| R2 |
2.0001 |
2.0001 |
1.9875 |
|
| R1 |
1.9915 |
1.9915 |
1.9852 |
1.9958 |
| PP |
1.9750 |
1.9750 |
1.9750 |
1.9772 |
| S1 |
1.9664 |
1.9664 |
1.9806 |
1.9707 |
| S2 |
1.9499 |
1.9499 |
1.9783 |
|
| S3 |
1.9248 |
1.9413 |
1.9760 |
|
| S4 |
1.8997 |
1.9162 |
1.9691 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0726 |
2.0558 |
1.9925 |
|
| R3 |
2.0406 |
2.0238 |
1.9837 |
|
| R2 |
2.0086 |
2.0086 |
1.9808 |
|
| R1 |
1.9918 |
1.9918 |
1.9778 |
1.9842 |
| PP |
1.9766 |
1.9766 |
1.9766 |
1.9729 |
| S1 |
1.9598 |
1.9598 |
1.9720 |
1.9522 |
| S2 |
1.9446 |
1.9446 |
1.9690 |
|
| S3 |
1.9126 |
1.9278 |
1.9661 |
|
| S4 |
1.8806 |
1.8958 |
1.9573 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9900 |
1.9585 |
0.0315 |
1.6% |
0.0120 |
0.6% |
77% |
False |
True |
96,519 |
| 10 |
1.9935 |
1.9585 |
0.0350 |
1.8% |
0.0114 |
0.6% |
70% |
False |
True |
97,714 |
| 20 |
1.9940 |
1.9510 |
0.0430 |
2.2% |
0.0106 |
0.5% |
74% |
False |
False |
88,396 |
| 40 |
2.0230 |
1.9510 |
0.0720 |
3.6% |
0.0115 |
0.6% |
44% |
False |
False |
74,476 |
| 60 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0082 |
0.4% |
60% |
False |
False |
49,808 |
| 80 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0063 |
0.3% |
60% |
False |
False |
37,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0903 |
|
2.618 |
2.0493 |
|
1.618 |
2.0242 |
|
1.000 |
2.0087 |
|
0.618 |
1.9991 |
|
HIGH |
1.9836 |
|
0.618 |
1.9740 |
|
0.500 |
1.9711 |
|
0.382 |
1.9681 |
|
LOW |
1.9585 |
|
0.618 |
1.9430 |
|
1.000 |
1.9334 |
|
1.618 |
1.9179 |
|
2.618 |
1.8928 |
|
4.250 |
1.8518 |
|
|
| Fisher Pivots for day following 30-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9790 |
1.9800 |
| PP |
1.9750 |
1.9771 |
| S1 |
1.9711 |
1.9743 |
|